CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 06-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9428 |
0.9425 |
-0.0003 |
0.0% |
0.9640 |
| High |
0.9450 |
0.9518 |
0.0068 |
0.7% |
0.9670 |
| Low |
0.9375 |
0.9360 |
-0.0015 |
-0.2% |
0.9356 |
| Close |
0.9385 |
0.9460 |
0.0075 |
0.8% |
0.9385 |
| Range |
0.0075 |
0.0158 |
0.0083 |
110.7% |
0.0314 |
| ATR |
0.0108 |
0.0111 |
0.0004 |
3.3% |
0.0000 |
| Volume |
180 |
114 |
-66 |
-36.7% |
1,494 |
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9920 |
0.9848 |
0.9547 |
|
| R3 |
0.9762 |
0.9690 |
0.9503 |
|
| R2 |
0.9604 |
0.9604 |
0.9489 |
|
| R1 |
0.9532 |
0.9532 |
0.9474 |
0.9568 |
| PP |
0.9446 |
0.9446 |
0.9446 |
0.9464 |
| S1 |
0.9374 |
0.9374 |
0.9446 |
0.9410 |
| S2 |
0.9288 |
0.9288 |
0.9431 |
|
| S3 |
0.9130 |
0.9216 |
0.9417 |
|
| S4 |
0.8972 |
0.9058 |
0.9373 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0412 |
1.0213 |
0.9558 |
|
| R3 |
1.0098 |
0.9899 |
0.9471 |
|
| R2 |
0.9784 |
0.9784 |
0.9443 |
|
| R1 |
0.9585 |
0.9585 |
0.9414 |
0.9528 |
| PP |
0.9470 |
0.9470 |
0.9470 |
0.9442 |
| S1 |
0.9271 |
0.9271 |
0.9356 |
0.9214 |
| S2 |
0.9156 |
0.9156 |
0.9327 |
|
| S3 |
0.8842 |
0.8957 |
0.9299 |
|
| S4 |
0.8528 |
0.8643 |
0.9212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9631 |
0.9356 |
0.0275 |
2.9% |
0.0129 |
1.4% |
38% |
False |
False |
303 |
| 10 |
0.9800 |
0.9356 |
0.0444 |
4.7% |
0.0106 |
1.1% |
23% |
False |
False |
277 |
| 20 |
0.9841 |
0.9356 |
0.0485 |
5.1% |
0.0101 |
1.1% |
21% |
False |
False |
203 |
| 40 |
0.9847 |
0.9230 |
0.0617 |
6.5% |
0.0096 |
1.0% |
37% |
False |
False |
189 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0092 |
1.0% |
29% |
False |
False |
145 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0079 |
0.8% |
29% |
False |
False |
126 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0067 |
0.7% |
29% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0190 |
|
2.618 |
0.9932 |
|
1.618 |
0.9774 |
|
1.000 |
0.9676 |
|
0.618 |
0.9616 |
|
HIGH |
0.9518 |
|
0.618 |
0.9458 |
|
0.500 |
0.9439 |
|
0.382 |
0.9420 |
|
LOW |
0.9360 |
|
0.618 |
0.9262 |
|
1.000 |
0.9202 |
|
1.618 |
0.9104 |
|
2.618 |
0.8946 |
|
4.250 |
0.8689 |
|
|
| Fisher Pivots for day following 06-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9453 |
0.9452 |
| PP |
0.9446 |
0.9445 |
| S1 |
0.9439 |
0.9437 |
|